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Modeling financial security re...
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Fan, Alei
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1
Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
Saved in:
2
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
3
Estimating risk-return relations with analysts price targets
Wu, Liuren
- In:
Journal of banking & finance
93
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
Saved in:
4
What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
5
Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
Saved in:
6
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
7
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
8
Design and estimation of multi-currency quadratic models
Leippold, Markus
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
Saved in:
9
A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Wu, Liuren
;
Zhang, Frank Xiaoling
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1160-1175
Persistent link: https://www.econbiz.de/10003737491
Saved in:
10
Price discovery in the US stock options market
Simaan, Yusif E.
;
Wu, Liuren
- In:
The journal of trading
3
(
2008
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10003745108
Saved in:
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